Competency Details ( Asset Liability Management )

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Competencies

Jadarat Dictionary

Asset Liability Management

Efficiency Technical Competency

The knowledge and understanding of the integral management of assets and liabilities on the future balance sheet resulting from predictability of asset returns and the accompanying time-varying risk opportunities. The ability to model and interpret future uncertainties, multiple stakeholders, multiple objectives and the available asset and liability policy instruments in an integral fashion.

Jadarat Code: T04

Level 1

Demonstrates basic understanding of the characteristics of asset liabilities in the different industries. Has basic knowledge of liquidity and interest rate risks. Shows awareness of the balance sheet management and identifies the laws and regulations that are related to financial market activities, within the context of own job.

Level 2

Possesses specialised knowledge of the liquidity and interest rate risks, asset classes, asset return prediction, and risk opportunities. Understands the asset liability management methodologies and recognizes the impact of the laws and regulations related to financial market activities.

Level 3

Deeply understands the integral management of assets and liabilities and executes the balance sheet and cash flow risk reporting, using basic quantitative models. Interprets future uncertainties and calculates liquidity coverage ratios and net stable funding ratios. Carries out risk weighted assets calculations for market risks and credit risks.

Level 4

Uses full knowledge to monitor and lead the complex quantitative methods and asset risk measurement. Provides expertise across the departments to recommend changes and modifications to the portfolios of financial market products and the concentrations of assets and liabilities.

Level 5

Applies subject matter expertise across the organization to develop the asset liability management methodologies, and ensures a robust ALM framework is in place to support risk recoveries. Provides expertise in developing and recommending strategies to optimize balance sheets towards predicting asset returns and interpreting future liabilities.